The deep sea (>200 m) is home to a surprisingly rich biota, which in some cases compares to that found in shallow areas. Scleractinian corals are an example of this – they are key species in both shallow and deep ecosystems. However, what evolutionary processes resulted in current depth distribution of the marine fauna is a long-standing question. Various conflicting hypotheses have been proposed, but few formal tests have been conducted. Here, we use global spatial distribution data to test the bathymetric origin and colonization trends across the depth gradient in scleractinian corals. Using a phylogenetic approach, we infer the origin and historical trends in directionality and speed of colonization during the diversification in depth. We also examine how the emergence of photo-symbiosis and coloniality, scleractinian corals’ most conspicuous phenotypic innovations, have influenced this process. Our results strongly support an offshore-onshore pattern of evolution and varying dispersion capacities along depth associated with trait-defined lineages. These results highlight the relevance of the evolutionary processes occurring at different depths to explain the origin of extant marine biodiversity and the consequences of altering these processes by human impact, highlighting the need to include this overlooked evolutionary history in conservation plans.